+71.6%
CDNS vs ESI
+77.4%
-5.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -9.2% | +5.4% | -14.6% | -11.7% |
| 30D | -16.3% | -4.2% | -12.1% | -14.6% |
| 3M | -27.9% | -9.6% | -18.3% | -25.7% |
| 6M | -4.3% | +18.3% | -22.6% | -15.9% |
| YTD | -9.1% | +45.8% | -54.9% | -29.6% |
| 1Y | -21.2% | +39.2% | -60.4% | -37.8% |
| 3Y | +19.4% | +86.3% | -66.9% | -22.9% |
| 5Y | +71.6% | +76.2% | -4.6% | +13.9% |
| All | +71.6% | +77.4% | -5.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling